+289.0%
PTC vs SBAC
+2,208.1%
-1,919.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -5.0% | -5.8% |
| 7D | -10.3% | -0.8% | -9.5% | -10.1% |
| 30D | +1.1% | +6.9% | -5.8% | -0.2% |
| 3M | +1.6% | -8.2% | +9.8% | +3.2% |
| 6M | -13.5% | -1.6% | -11.8% | -13.8% |
| YTD | -19.1% | -0.1% | -18.9% | -19.8% |
| 1Y | -33.9% | -0.5% | -33.4% | -34.5% |
| 3Y | -3.9% | -9.1% | +5.2% | -4.5% |
| 5Y | +6.0% | -43.8% | +49.8% | +15.1% |
| 10Y | +223.7% | +80.5% | +143.2% | +178.9% |
| All | +289.0% | +2,208.1% | -1,919.1% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling